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Autograd in SINGA

There are two typical ways to implement autograd, via symbolic differentiation like Theano or reverse differentiation like Pytorch. Singa follows Pytorch way, which records the computation graph and apply the backward propagation automatically after forward propagation. The autograd algorithm is explained in details here. We explain the relevant modules in Singa and give an example to illustrate the usage.

Relevant Modules

There are three classes involved in autograd, namely singa.tensor.Tensor, singa.autograd.Operation, and singa.autograd.Layer. In the rest of this article, we use tensor, operation and layer to refer to an instance of the respective class.

Tensor

Three attributes of Tensor are used by autograd,

  • .creator is an Operation instance. It records the operation that generates the Tensor instance.
  • .requires_grad is a boolean variable. It is used to indicate that the autograd algorithm needs to compute the gradient of the tensor (i.e., the owner). For example, during backpropagation, the gradients of the tensors for the weight matrix of a linear layer and the feature maps of a convolution layer (not the bottom layer) should be computed.
  • .stores_grad is a boolean variable. It is used to indicate that the gradient of the owner tensor should be stored and output by the backward function. For example, the gradient of the feature maps is computed during backpropagation, but is not included in the output of the backward function.

Programmers can change requires_grad and stores_grad of a Tensor instance. For example, if later is set to True, the corresponding gradient is included in the output of the backward function. It should be noted that if stores_grad is True, then requires_grad must be true, not vice versa.

Operation

It takes one or more Tensor instances as input, and then outputs one or more Tensor instances. For example, ReLU can be implemented as a specific Operation subclass. When an Operation instance is called (after instantiation), the following two steps are executed:

  1. record the source operations, i.e., the creators of the input tensors.
  2. do calculation by calling member function .forward()

There are two member functions for forwarding and backwarding, i.e., .forward() and .backward(). They take Tensor.data as inputs (the type is CTensor), and output Ctensors. To add a specific operation, subclass operation should implement their own .forward() and .backward(). The backward() function is called by the backward() function of autograd automatically during backward propogation to compute the gradients of inputs (according to the require_grad field).

Layer

For those operations that require parameters, we package them into a new class, Layer. For example, convolution operation is wrapped into a convolution layer. Layer manages (stores) the parameters and calls the corresponding Operations to implement the transformation.

Examples

Multiple examples are provided in the example folder. We explain two representative examples here.

Operation only

The following codes implement a MLP model using only Operation instances (no Layer instances).

Import packages

from singa.tensor import Tensor
from singa import autograd
from singa import opt

Create weight matrix and bias vector

The parameter tensors are created with both requires_grad and stores_grad set to True.

w0 = Tensor(shape=(2, 3), requires_grad=True, stores_grad=True)
w0.gaussian(0.0, 0.1)
b0 = Tensor(shape=(1, 3), requires_grad=True, stores_grad=True)
b0.set_value(0.0)

w1 = Tensor(shape=(3, 2), requires_grad=True, stores_grad=True)
w1.gaussian(0.0, 0.1)
b1 = Tensor(shape=(1, 2), requires_grad=True, stores_grad=True)
b1.set_value(0.0)

Training

inputs = Tensor(data=data)  # data matrix
target = Tensor(data=label) # label vector
autograd.training = True    # for training
sgd = opt.SGD(0.05)   # optimizer

for i in range(10):
    x = autograd.matmul(inputs, w0) # matrix multiplication
    x = autograd.add_bias(x, b0)    # add the bias vector
    x = autograd.relu(x)            # ReLU activation operation

    x = autograd.matmul(x, w1)
    x = autograd.add_bias(x, b1)

    loss = autograd.softmax_cross_entropy(x, target)

    for p, g in autograd.backward(loss):
        sgd.update(p, g)

Operation + Layer

The following example implements a CNN model using layers provided by the autograd module.

Create the layers

conv1 = autograd.Conv2d(1, 32, 3, padding=1, bias=False)
bn1 = autograd.BatchNorm2d(32)
pooling1 = autograd.MaxPool2d(3, 1, padding=1)
conv21 = autograd.Conv2d(32, 16, 3, padding=1)
conv22 = autograd.Conv2d(32, 16, 3, padding=1)
bn2 = autograd.BatchNorm2d(32)
linear = autograd.Linear(32 * 28 * 28, 10)
pooling2 = autograd.AvgPool2d(3, 1, padding=1)

Define the forward function

The operations in the forward pass will be recorded automatically for backward propagation.

def forward(x, t):
    # x is the input data (a batch of images)
    # t the the label vector (a batch of integers)
    y = conv1(x)           # Conv layer
    y = autograd.relu(y)   # ReLU operation
    y = bn1(y)             # BN layer
    y = pooling1(y)        # Pooling Layer

    # two parallel convolution layers
    y1 = conv21(y)
    y2 = conv22(y)
    y = autograd.cat((y1, y2), 1)  # cat operation
    y = autograd.relu(y)           # ReLU operation
    y = bn2(y)
    y = pooling2(y)

    y = autograd.flatten(y)        # flatten operation
    y = linear(y)                  # Linear layer
    loss = autograd.softmax_cross_entropy(y, t)  # operation
    return loss, y

Training

autograd.training = True
for epoch in range(epochs):
    for i in range(batch_number):
        inputs = tensor.Tensor(device=dev, data=x_train[
                               i * batch_sz:(1 + i) * batch_sz], stores_grad=False)
        targets = tensor.Tensor(device=dev, data=y_train[
                                i * batch_sz:(1 + i) * batch_sz], requires_grad=False, stores_grad=False)

        loss, y = forward(inputs, targets) # forward the net

        for p, gp in autograd.backward(loss):  # auto backward
            sgd.update(p, gp)
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